+640.3%
VEEV vs GSK
+88.3%
+552.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.3% | -2.5% |
| 7D | -0.6% | -1.8% | +1.3% | +0.1% |
| 30D | +28.8% | -2.2% | +31.0% | +29.7% |
| 3M | +54.0% | -1.8% | +55.8% | +54.7% |
| 6M | +46.0% | -10.6% | +56.6% | +51.0% |
| YTD | +23.2% | +4.4% | +18.8% | +18.7% |
| 1Y | +1.9% | +30.4% | -28.6% | -11.8% |
| 3Y | +27.0% | +60.1% | -33.0% | -2.8% |
| 5Y | -13.4% | +46.8% | -60.2% | -32.4% |
| 10Y | +575.2% | +79.2% | +496.0% | +358.4% |
| All | +640.3% | +88.3% | +552.0% | +347.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GSK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling